+180.6%
CEG vs CRS
+653.3%
-472.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.6% | +1.4% |
| 7D | +6.7% | -3.1% | +9.8% | +7.9% |
| 30D | +11.0% | -19.6% | +30.6% | +20.5% |
| 3M | +19.5% | -8.1% | +27.6% | +22.1% |
| 6M | -5.9% | +18.6% | -24.4% | -14.5% |
| YTD | -15.0% | +45.9% | -60.8% | -29.8% |
| 1Y | +0.6% | +82.5% | -81.8% | -25.3% |
| 3Y | +180.6% | +648.9% | -468.3% | +33.5% |
| All | +180.6% | +653.3% | -472.6% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling